A survey on the estimation of CCAPM via moment restrictions : the case of Japan
Akihiko Noda
| Year of publication: |
2013
|
|---|---|
| Authors: | Noda, Akihiko |
| Published in: |
Keio economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0022-9709, ZDB-ID 202362-3. - Vol. 49.2013, p. 69-91
|
| Subject: | Generalized empirical likelihood | CAPM | Momentenmethode | Method of moments | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | CCAPM = Consumption Capital Asset Pricing Model |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010194358